Last Update: 28 Mar 2020 11:15 GMT+0
The Canada 10Y Government Bond has a 0.735% yield.
10 Years vs 2 Years bond spread is 29 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 32.90 and implied probability of default is 0.55%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 17.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 18.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 29 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 32.90 | 0.00 % | +0.30 % | 0.00 % | 0.55 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.156% | -138.0 bp | -148.4 bp | ||||||
| 2 months | 0.153% | -139.3 bp | -149.2 bp | ||||||
| 3 months | 0.189% | -129.3 bp | -145.1 bp | ||||||
| 6 months | 0.224% | -121.3 bp | -143.6 bp | ||||||
| 1 year | 0.266% | -108.0 bp | -143.4 bp | 99.73 | +1.07 % | +1.42 % | |||
| 2 years | 0.445% | -70.9 bp | -113.0 bp | 99.12 | +1.42 % | +2.27 % | |||
| 3 years | 0.518% | -60.0 bp | -99.4 bp | 98.46 | +1.80 % | +2.99 % | |||
| 4 years | 0.553% | -55.6 bp | -90.0 bp | 97.82 | +2.24 % | +3.63 % | |||
| 5 years | 0.629% | -44.5 bp | -76.9 bp | 96.91 | +2.23 % | +3.88 % | |||
| 7 years | 0.663% | -41.3 bp | -70.3 bp | 95.48 | +2.91 % | +4.99 % | |||
| 10 years | 0.735% | -39.5 bp | -62.3 bp | 92.94 | +3.99 % | +6.36 % | |||
| 20 years | 1.120% | -16.9 bp | -40.3 bp | 80.03 | +3.40 % | +8.28 % | |||
| 30 years | 1.288% | -3.4 bp | -25.9 bp | 68.12 | +1.01 % | +7.97 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 0.735% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 121.2 bp | -52.7 | -71.9 | ||
| France 10Y | 79.8 bp | -62.5 | -84.0 | ||
| Japan 10Y | 72.4 bp | -55.5 | -85.8 | ||
| United Kingdom 10Y | 38.3 bp | -29.9 | -49.1 | ||
| Spain 10Y | 21.8 bp | -63.0 | -98.6 | ||
| United States 10Y | 5.9 bp | +9.2 | +38.8 | ||
| Australia 10Y | -12.2 bp | -55.3 | -52.1 | ||
| Italy 10Y | -57.6 bp | -62.0 | -110.7 | ||
| China 10Y | -194.7 bp | -28.2 | -14.7 | ||
| India 10Y | -540.9 bp | -16.8 | -3.8 | ||
| Russia 10Y | -629.5 bp | -95.5 | -63.3 | ||
| Brazil 10Y | -708.2 bp | -146.1 | -139.0 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.288% | 68.12 | 92.87 | 142.38 | 191.88 | 241.39 | 290.90 | |
| 20 years | 1.120% | 80.03 | 97.86 | 133.52 | 169.18 | 204.84 | 240.50 | |
| 10 years | 0.735% | 92.94 | 102.55 | 121.76 | 140.98 | 160.19 | 179.40 | |
| 7 years | 0.663% | 95.48 | 102.30 | 115.93 | 129.57 | 143.21 | 156.84 | |
| 5 years | 0.629% | 96.91 | 101.82 | 111.63 | 121.45 | 131.26 | 141.08 | |
| 4 years | 0.553% | 97.82 | 101.76 | 109.65 | 117.54 | 125.44 | 133.33 | |
| 3 years | 0.518% | 98.46 | 101.43 | 107.37 | 113.31 | 119.25 | 125.18 | |
| 2 years | 0.445% | 99.12 | 101.10 | 105.08 | 109.05 | 113.02 | 117.00 | |
| 1 year | 0.266% | 99.73 | 100.73 | 102.73 | 104.72 | 106.72 | 108.71 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||